+0.5%
SHOP vs WSM
+34.6%
-34.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.5% |
| 7D | -1.2% | 0.0% | -1.2% | -1.3% |
| 30D | -14.7% | +5.1% | -19.8% | -16.4% |
| 3M | -7.2% | +5.1% | -12.3% | -9.3% |
| 6M | +54.2% | +48.6% | +5.6% | +32.6% |
| YTD | -8.6% | +44.2% | -52.8% | -16.2% |
| 1Y | +0.5% | +38.1% | -37.6% | -7.3% |
| All | +0.5% | +34.6% | -34.1% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded WSM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling